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Option prices as probabilities = a n...

Roynette, Bernard.

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Option prices as probabilities = a new look at generalized Black-Scholes formulae /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Option prices as probabilities/ by Cristophe Profeta, Bernard Roynette, Marc Yor.
Reminder of title:	a new look at generalized Black-Scholes formulae /
Author:	Profeta, Cristophe.
other author:	Roynette, Bernard.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2010.,
Description:	xxi, 270 p. :ill., digital ;24 cm.
Series:	Springer finance
Contained By:	Springer eBooks
Subject:	Distribution (Probability theory) -
Online resource:	http://dx.doi.org/10.1007/978-3-642-10395-7
ISBN:	9783642103940 (paper)

Option prices as probabilities = a new look at generalized Black-Scholes formulae /
Profeta, Cristophe.

Option prices as probabilitiesa new look at generalized Black-Scholes formulae /[electronic resource] :by Cristophe Profeta, Bernard Roynette, Marc Yor. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010. - xxi, 270 p. :ill., digital ;24 cm. - Springer finance.

ISBN: 9783642103940 (paper)Subjects--Topical Terms:

533179
Distribution (Probability theory)

LC Class. No.: HG6024.A3 / P764 2010

Dewey Class. No.: 332.63228

Option prices as probabilities = a new look at generalized Black-Scholes formulae /
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020 $a 9783642103957 (electronic bk.)
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100 1 $a Profeta, Cristophe. $3 1067194
245 1 0 $a Option prices as probabilities $h [electronic resource] : $b a new look at generalized Black-Scholes formulae / $c by Cristophe Profeta, Bernard Roynette, Marc Yor.
260 $a Berlin, Heidelberg : $c 2010. $b Springer-Verlag Berlin Heidelberg,
300 $a xxi, 270 p. : $b ill., digital ; $c 24 cm.
440 0 $a Springer finance
650 0 $a Distribution (Probability theory) $3 533179
650 0 $a Options (Finance) $x Prices $x Mathematics. $3 1067195
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Quantitative Finance. $3 891090
700 1 $a Roynette, Bernard. $3 941027
700 1 $a Yor, Marc. $3 660842
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